+955.9%
TTMI vs TXG
+21.5%
+934.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.1% |
| 7D | +12.2% | +9.4% | +2.8% | +10.2% |
| 30D | -5.7% | +26.1% | -31.8% | -10.5% |
| 3M | -27.5% | +124.8% | -152.3% | -38.8% |
| 6M | +47.1% | +215.2% | -168.1% | +15.7% |
| YTD | +87.5% | +302.2% | -214.7% | +40.2% |
| 1Y | +175.2% | +370.9% | -195.7% | +97.9% |
| 3Y | +901.9% | +38.5% | +863.4% | +726.9% |
| 5Y | +843.5% | -64.4% | +907.8% | +784.2% |
| All | +955.9% | +21.5% | +934.4% | +610.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling